A note about solutions: As part of my learning process I have attempted all solutions on my own. However, there are cases where I couldn’t figure out a solution, or a solution I found on the internet was much more elegant. I incorporated these into my personal file and lost track of what was what. I have tried to remember and indicate work that wasn’t mine. If you think some of my work originated somewhere else please let me know so I can indicate that.
Brownian Motion and Stochastic Calculus by Karatzas and Shreve
Oksendal’s “Stochastic Differential Equations”
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